+3,701.6%
ALNY vs MLM
+1,450.7%
+2,250.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.1% |
| 7D | +12.2% | -2.9% | +15.1% | +13.6% |
| 30D | +16.3% | -6.8% | +23.2% | +20.0% |
| 3M | -12.4% | -11.2% | -1.1% | -7.4% |
| 6M | -18.7% | -21.8% | +3.1% | -9.7% |
| YTD | -33.1% | -17.0% | -16.1% | -27.9% |
| 1Y | -41.3% | -16.4% | -25.0% | -37.2% |
| 3Y | +32.3% | +14.5% | +17.8% | +21.4% |
| 5Y | +34.8% | +41.7% | -7.0% | +10.0% |
| 10Y | +284.7% | +200.0% | +84.7% | +96.8% |
| All | +3,701.6% | +1,450.7% | +2,250.8% | +756.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling